| 因变量缺失下线性回归模型的估计与检验 |
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| 引用本文： | 杨徐佳,于倩倩,王森.因变量缺失下线性回归模型的估计与检验[J].淮北煤炭师范学院学报(自然科学版),2011,32(1). |
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| 作者姓名： | 杨徐佳 于倩倩 王森 |
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| 作者单位： | 中央民族大学理学院统计学系,北京,100081 |
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| 基金项目： | 中央民族大学“211”工程资助项目(021211030312) |
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| 摘 要： | 文章研究因变量缺失下的线性回归模型,借助单点插补方法,首先给出模型的估计,研究参数估计量的渐近正态性,其次,对于模型系数的线性约束检验问题,基于Wald方法构造检验统计量并给出其渐近分布.最后,通过数值模拟验证所提方法的有效性.
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| 关 键 词： | 线性回归模型 缺失数据 插补方法 最小二乘估计 Wald检验 |
Estimation and Testing for Linear Regression Models with Missing Response |
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| YANG Xu-jia,YU Qian-qian,WANG Sen.Estimation and Testing for Linear Regression Models with Missing Response[J].Journal of Huaibei Coal Industry Teachers College(Natural Science edition),2011,32(1). |
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| Authors: | YANG Xu-jia YU Qian-qian WANG Sen |
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| Affiliation: | YANG Xu-jia,YU Qian-qian,WANG Sen(Department of Statistics,School of Science,Minzu University of China,100081,Beijing,China) |
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| Abstract: | This paper considered statistical inference for linear regression models when the responses were missing at random.We proposed a least-squares estimator for the parametric with imputation method and showed that the resulting estimator was asymptotically normal.To check the validity of the linear constraints on the coefficients,we constructed a Wald-test statistic and demonstrated that it followed asymptotically chi-squared distribution under the null hypothesis.Finally,some simulations were conducted to ill... |
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| Keywords: | linear regression missing data imputation method least-squares estimation Wald test |
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